Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2019

• Katsiampa, Paraskevi & Moutsianas, Konstantinos & Urquhart, Andrew, 2019, "Information demand and cryptocurrency market activity," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108714.
• Hong, Harrison & Li, Frank Weikai & Xu, Jiangmin, 2019, "Climate risks and market efficiency," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 265-281, DOI: 10.1016/j.jeconom.2018.09.015.
• Hadhri, Sinda & Ftiti, Zied, 2019, "Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100699.
• Cukierman, Alex, 2019, "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100713.
• Figlioli, Bruno & Lima, Fabiano Guasti, 2019, "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, volume 39, issue C, pages 1-17, DOI: 10.1016/j.ememar.2019.03.002.
• Sane, Renuka, 2019, "Stock market trading in the aftermath of an accounting scandal," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.100627.
• Branger, Nicole & Lučivjanská, Katarína & Weissensteiner, Alex, 2019, "Optimal granularity for portfolio choice," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 125-146, DOI: 10.1016/j.jempfin.2019.01.005.
• Ren, Yu & Tu, Yundong & Yi, Yanping, 2019, "Balanced predictive regressions," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 118-142, DOI: 10.1016/j.jempfin.2019.09.001.
• Wu, Ying, 2019, "Asset pricing with extreme liquidity risk," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 143-165, DOI: 10.1016/j.jempfin.2019.09.002.
• Li, Bingxin, 2019, "Pricing dynamics of natural gas futures," Energy Economics, Elsevier, volume 78, issue C, pages 91-108, DOI: 10.1016/j.eneco.2018.10.024.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective," Energy Economics, Elsevier, volume 80, issue C, pages 321-335, DOI: 10.1016/j.eneco.2019.01.005.
• Chuffart, Thomas & Hooper, Emma, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, volume 80, issue C, pages 904-916, DOI: 10.1016/j.eneco.2019.02.003.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019, "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, volume 80, issue C, pages 950-969, DOI: 10.1016/j.eneco.2019.02.016.
• Aromi, Daniel & Clements, Adam, 2019, "Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil," Energy Economics, Elsevier, volume 81, issue C, pages 187-196, DOI: 10.1016/j.eneco.2019.03.018.
• Pham, Linh, 2019, "Do all clean energy stocks respond homogeneously to oil price?," Energy Economics, Elsevier, volume 81, issue C, pages 355-379, DOI: 10.1016/j.eneco.2019.04.010.
• Balli, Faruk & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2019, "Spillover network of commodity uncertainties," Energy Economics, Elsevier, volume 81, issue C, pages 914-927, DOI: 10.1016/j.eneco.2019.06.001.
• Soini, Vesa & Lorentzen, Sindre, 2019, "Option prices and implied volatility in the crude oil market," Energy Economics, Elsevier, volume 83, issue C, pages 515-539, DOI: 10.1016/j.eneco.2019.07.011.
• Malik, Farooq & Umar, Zaghum, 2019, "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104501.
• Lin, Boqiang & Xu, Bin, 2019, "How to effectively stabilize China's commodity price fluctuations?," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104544.
• Ghadhab, Imen, 2019, "Does cross-listing in the US mitigate stock crash risk? International evidence," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 186-197, DOI: 10.1016/j.irfa.2019.04.007.
• Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019, "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 344-354, DOI: 10.1016/j.irfa.2018.12.012.
• Shah, Imran Hussain & Schmidt-Fischer, Francesca & Malki, Issam & Hatfield, Richard, 2019, "A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 204-220, DOI: 10.1016/j.irfa.2019.05.010.
• Arnerić, Josip & Matković, Mario & Sorić, Petar, 2019, "Comparison of range-based volatility estimators against integrated volatility in European emerging markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 118-124, DOI: 10.1016/j.frl.2018.04.013.
• Kucheev, Yury O. & Sorensson, Tomas, 2019, "The seasonality in sell-side analysts’ recommendations," Finance Research Letters, Elsevier, volume 29, issue C, pages 162-168, DOI: 10.1016/j.frl.2018.07.001.
• Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019, "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, volume 29, issue C, pages 266-271, DOI: 10.1016/j.frl.2018.08.009.
• Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico, 2019, "The temporal evolution of mispricing in prediction markets," Finance Research Letters, Elsevier, volume 29, issue C, pages 303-307, DOI: 10.1016/j.frl.2018.08.003.
• Xu, Yuewu & Yao, Xiangkun, 2019, "Extending the Hansen–Jagannathan distance measure of model misspecification," Finance Research Letters, Elsevier, volume 29, issue C, pages 384-392, DOI: 10.1016/j.frl.2018.09.006.
• Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019, "Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis," Finance Research Letters, Elsevier, volume 29, issue C, pages 68-74, DOI: 10.1016/j.frl.2019.03.009.
• Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019, "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, volume 30, issue C, pages 187-193, DOI: 10.1016/j.frl.2018.09.014.
• Katsiampa, Paraskevi, 2019, "Volatility co-movement between Bitcoin and Ether," Finance Research Letters, Elsevier, volume 30, issue C, pages 221-227, DOI: 10.1016/j.frl.2018.10.005.
• Tu, Zhiyong & Xue, Changyong, 2019, "Effect of bifurcation on the interaction between Bitcoin and Litecoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.010.
• Yousaf, Imran & Hassan, Arshad, 2019, "Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2019.08.023.
• Bourdeau-Brien, Michael & Kryzanowski, Lawrence, 2019, "Municipal financing costs following disasters," Global Finance Journal, Elsevier, volume 40, issue C, pages 48-64, DOI: 10.1016/j.gfj.2018.10.004.
• Gourène, Grakolet Arnold Z. & Mendy, Pierre & N'gbo Ake, Gilbert Marie, 2019, "Multiple time-scales analysis of global stock markets spillovers effects in African stock markets," International Economics, Elsevier, volume 157, issue C, pages 82-98, DOI: 10.1016/j.inteco.2018.09.001.
• Hutson, Elaine & Laing, Elaine & Ye, Min, 2019, "Mutual fund ownership and foreign exchange risk in Chinese firms," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 169-192, DOI: 10.1016/j.intfin.2018.12.012.
• Smales, L.A. & Lucey, B.M., 2019, "The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 19-38, DOI: 10.1016/j.intfin.2018.12.003.
• Elsayed, Ahmed H. & Yarovaya, Larisa, 2019, "Financial stress dynamics in the MENA region: Evidence from the Arab Spring," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 20-34, DOI: 10.1016/j.intfin.2019.05.004.
• Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019, "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101136.
• Silva-Buston, Consuelo, 2019, "Systemic risk and competition revisited," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 188-205, DOI: 10.1016/j.jbankfin.2019.02.007.
• Jain, Ankit & Tantri, Prasanna & Thirumalai, Ramabhadran S., 2019, "Demand curves for stocks do not slope down: Evidence using an exogenous supply shock," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 19-30, DOI: 10.1016/j.jbankfin.2019.03.012.
• Kim, Jeong-Bon & Li, Liuchuang & Yu, Zhongbo & Zhang, Hao, 2019, "Local versus non-local effects of Chinese media and post-earnings announcement drift," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 82-92, DOI: 10.1016/j.jbankfin.2019.05.008.
• Gemmill, Gordon & Marra, Miriam, 2019, "Explaining CDS prices with Merton’s model before and after the Lehman default," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 93-109, DOI: 10.1016/j.jbankfin.2019.05.013.
• Ebert, Sebastian & Hilpert, Christian, 2019, "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105675.
• Barakat, Ahmed & Ashby, Simon & Fenn, Paul & Bryce, Cormac, 2019, "Operational risk and reputation in financial institutions: Does media tone make a difference?," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 1-24, DOI: 10.1016/j.jbankfin.2018.10.007.
• Lo Turco, Alessia & Maggioni, Daniela & Zazzaro, Alberto, 2019, "Financial dependence and growth: The role of input-output linkages," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 308-328, DOI: 10.1016/j.jebo.2018.11.024.
• Boitani, Andrea & Punzo, Chiara, 2019, "Banks’ leverage behaviour in a two-agent new Keynesian model," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 347-359, DOI: 10.1016/j.jebo.2018.12.016.
• Mishra, Dev R. & O’Brien, Thomas J., 2019, "Fama-French, CAPM, and implied cost of equity," Journal of Economics and Business, Elsevier, volume 101, issue C, pages 73-85, DOI: 10.1016/j.jeconbus.2018.08.002.
• Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje, 2019, "Generalized recovery," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 154-174, DOI: 10.1016/j.jfineco.2018.12.003.
• Bernstein, Asaf & Gustafson, Matthew T. & Lewis, Ryan, 2019, "Disaster on the horizon: The price effect of sea level rise," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 253-272, DOI: 10.1016/j.jfineco.2019.03.013.
• Braggion, Fabio & Giannetti, Mariassunta, 2019, "Changing corporate governance norms: Evidence from dual class shares in the UK," Journal of Financial Intermediation, Elsevier, volume 37, issue C, pages 15-27, DOI: 10.1016/j.jfi.2017.05.001.
• Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2019, "Pricing factors in multiple-term structures from interbank rates," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 138-159, DOI: 10.1016/j.jimonfin.2018.11.008.
• Matousek, Roman & Papadamou, Stephanos Τ. & Šević, Aleksandar & Tzeremes, Nickolaos G., 2019, "The effectiveness of quantitative easing: Evidence from Japan," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102068.
• Fishe, Raymond P.H. & Smith, Aaron, 2019, "Do speculators drive commodity prices away from supply and demand fundamentals?," Journal of Commodity Markets, Elsevier, volume 15, issue C, pages 1-1, DOI: 10.1016/j.jcomm.2018.09.006.
• Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019, "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, volume 60, issue C, pages 255-261, DOI: 10.1016/j.resourpol.2019.01.004.
• Alhassan, Abdulrahman & Basher, Syed Abul & Kabir Hassan, M., 2019, "Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers," Resources Policy, Elsevier, volume 61, issue C, pages 461-472, DOI: 10.1016/j.resourpol.2018.04.003.
• Sharma, Shahil & Rodriguez, Ivan, 2019, "The diminishing hedging role of crude oil: Evidence from time varying financialization," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100593.
• Ftiti, Zied & Hadhri, Sinda, 2019, "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 40-55, DOI: 10.1016/j.pacfin.2018.09.005.
• Fargher, Neil & Wee, Marvin, 2019, "The impact of Ball and Brown (1968) on generations of research," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 55-72, DOI: 10.1016/j.pacfin.2019.01.006.
• Yang, Chunpeng & Hu, Xiaoyi, 2019, "Breadth of ownership and stock excess returns," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 259-269, DOI: 10.1016/j.pacfin.2019.04.004.
• Demos, G. & Sornette, D., 2019, "Comparing nested data sets and objectively determining financial bubbles’ inceptions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 524, issue C, pages 661-675, DOI: 10.1016/j.physa.2019.04.050.
• Adcock, Robert & Gradojevic, Nikola, 2019, "Non-fundamental, non-parametric Bitcoin forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 531, issue C, DOI: 10.1016/j.physa.2019.121727.
• Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019, "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 107-113, DOI: 10.1016/j.qref.2018.07.004.
• Matkovskyy, Roman, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 270-279, DOI: 10.1016/j.qref.2018.09.005.
• Smales, L.A., 2019, "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 234-252, DOI: 10.1016/j.iref.2018.09.001.
• Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2019, "Corporate debt maturity and future firm performance volatility," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 216-237, DOI: 10.1016/j.iref.2018.11.001.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "The performance of technical trading rules in Socially Responsible Investments," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 397-411, DOI: 10.1016/j.iref.2019.05.002.
• Liu, Dehong & Qiu, Qi & Hughen, J. Christopher & Lung, Peter, 2019, "Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 557-571, DOI: 10.1016/j.iref.2019.04.005.
• Lin, Tiantian & Liu, Dehong & Zhang, Lili & Lung, Peter, 2019, "The information content of realized volatility of sector indices in China’s stock market," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 625-640, DOI: 10.1016/j.iref.2019.08.008.
• Zargar, Faisal Nazir & Kumar, Dilip, 2019, "Informational inefficiency of Bitcoin: A study based on high-frequency data," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 344-353, DOI: 10.1016/j.ribaf.2018.08.008.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2019, "Multiresolution analysis and spillovers of major cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 191-206, DOI: 10.1016/j.ribaf.2019.03.003.
• Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 106-133, DOI: 10.1016/j.ribaf.2019.04.005.
• Katsiampa, Paraskevi, 2019, "An empirical investigation of volatility dynamics in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 322-335, DOI: 10.1016/j.ribaf.2019.06.004.
• Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019, "Regional and global integration of Asian stock markets," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 357-368, DOI: 10.1016/j.ribaf.2019.06.003.
• Omane-Adjepong, Maurice & Ababio, Kofi Agyarko & Alagidede, Imhotep Paul, 2019, "Time-frequency analysis of behaviourally classified financial asset markets," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 54-69, DOI: 10.1016/j.ribaf.2019.04.012.
• Hillesland, Marya, 2019, "Gender differences in risk behavior: An analysis of asset allocation decisions in Ghana," World Development, Elsevier, volume 117, issue C, pages 127-137, DOI: 10.1016/j.worlddev.2019.01.001.
• Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019, "Debt deflation effects of monetary policy," Chapters, Edward Elgar Publishing, chapter 9, "Financial Regulation and Stability".
• Md. Nazmul Ahsan & Jean-Marie Dufour, 2019, "A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A008.
• Swee-Sum Lam & Tao Li & Weina Zhang, 2019, "Unveil the economic impact of policy reversals: the China experience," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 1, pages 16-36, January, DOI: 10.1108/CFRI-04-2018-0033.
• Shalini Aggarwal & Abhay Raja, 2018, "Stock market interlinkages among the BRIC economies," International Journal of Ethics and Systems, Emerald Group Publishing Limited, volume 35, issue 1, pages 59-74, November, DOI: 10.1108/IJOES-04-2018-0064.
• Dror Parnes & Srinivas Nippani, 2019, "The integration of mortgage and capital markets: a tale of two administrations," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 11, issue 3, pages 405-431, May, DOI: 10.1108/JFEP-09-2018-0130.
• Peterson K. Ozili, 2019, "Non-performing loans and financial development: new evidence," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 1, pages 59-81, January, DOI: 10.1108/JRF-07-2017-0112.
• Azza Bejaoui & Salim Ben Sassi & Jihed Majdoub, 2019, "Market dynamics, cyclical patterns and market states," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 585-604, November, DOI: 10.1108/SEF-08-2019-0302.
• Vu, T.N. & Vo, D.H. & McAleer, M.J., 2019, "Rent Seeking for Export Licenses: Application to the Vietnam Rice Market," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-09, Mar.
• Imed Medhioub & Mustapha Chaffai, 2019, "Islamic finance and herding behavior theory: a sectoral analysis for Gulf Islamic stock market," Working Papers, Economic Research Forum, number 1324, Aug, revised 21 Aug 2019.
• Kieran Xuereb & Simon Grima & Frank Bezzina & Andre Farrugia & Pierpaolo Marano, 2019, "The Impact of the General Data Protection Regulation on the Financial Services’ Industry of Small European States," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 243-266.
• Pınar Evrim Mandacı & F. Dilvin Taskın & Zeliha Can Ergun, 2019, "Adaptive Market Hypothesis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 84-101.
• Letife Özdemir & Ercan Özen & Simon Grima & Yannis Thalassinos, 2019, "Causality between Spot and Future Markets of the Borsa Istanbul Index and the Dow Jones Industrial Average," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 9, issue 3-4, pages 115-131.
• Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019, "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/092, Jan.
• Joao Dionísio Monteiro & Ernesto Raúl Ferreira, 2019, "Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 384-414, August.
• Jiri Witzany & Milan Ficura, 2019, "Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 5, pages 463-488, October.
• Nathan Converse & Enrico Mallucci, 2019, "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1261, Oct, DOI: 10.17016/IFDP.2019.1261.
• Sergio A. Correia & Stephan Luck, 2019, "Once Upon a Time in the Banking Sector: Historical Insights into Banking Competition," Liberty Street Economics, Federal Reserve Bank of New York, number 20190923, Sep.
• İbrahim Korkmaz KAHRAMAN, Habib KÜÇÜKŞAHİN, Emin ÇAĞLAK, 2019, "The Volatility Structure of Cryptocurrencies: The Comparison of GARCH Models," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2.

2018

• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Ulrich Hounyo & Rasmus T. Varneskov, 2018, "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-16, Apr.
• Mehmet İslamoğlu & Samet Çankaya, 2018, "Prediction Of Financial Succes Using Financial Failure Models: An Empiricial Analysis On Firms Listed İn BIST XELKT Index," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 110, pages 111-134, October, DOI: https://doi.org/10.33203/mfy.451456.
• Mete Han Yağmur & Gencay Karakaya, 2018, "Structural Changes in Chinese Industrial Sector: Lessons for Emerging Economies," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 110, pages 161-174, October, DOI: https://doi.org/10.33203/mfy.451350.
• R. M. Ammar Zahid & Muzammil Khurshid, 2018, "Impact Of Safta On Capital Market Integration Of South Asia: Evidence From Cointegration Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 79-96, June.
• Vrins, Frédéric, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018005, Jan.
• Laurence Kotlikoff, 2018, "Misreading the Great Recession and Applying the Wrong Fix," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue supplemen, pages 21-43, November.
• Oliver Linton & Soheil Mahmoodzadeh, 2018, "Implications of High-Frequency Trading for Security Markets," Annual Review of Economics, Annual Reviews, volume 10, issue 1, pages 237-259, August, DOI: 10.1146/annurev-economics-063016-10.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers, arXiv.org, number 1802.02127, Feb.
• Mesias Alfeus & Martino Grasselli & Erik Schlogl, 2018, "A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors," Papers, arXiv.org, number 1809.06643, Sep.
• Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlogl, 2018, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Papers, arXiv.org, number 1810.09112, Oct.
• Olha Tylchyk & Olena Dragan & Olena Nazymko, 2018, "Establishing The Ratio Of Concepts Of Counteraction To Legalization (Laundering) Of Illegally-Obtained Income And Counteraction To The Shadow Economy: The Importance For Determining Performance Indicators Of The European Integration Processes," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-341-345.
• Paul Wohlfarth & Xiaohong Chen, 2018, "The Effect of Monetary Policy on Global Fixed Income Covariances," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1801, Feb.
• Kaetlynd McRae & Danny Auger, 2018, "A Primer on the Canadian Bankers' Acceptance Market," Discussion Papers, Bank of Canada, number 18-6, DOI: 10.34989/sdp-2018-6.
• Russell Barnett & Konrad Zmitrowicz, 2018, "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers, Bank of Canada, number 18-7, DOI: 10.34989/sdp-2018-7.
• Michael Brolley & David A. Cimon, 2018, "Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays," Staff Working Papers, Bank of Canada, number 18-16, DOI: 10.34989/swp-2018-16.
• Edouard Djeutem & Geoffrey R. Dunbar, 2018, "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers, Bank of Canada, number 18-22, DOI: 10.34989/swp-2018-22.
• Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018, "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers, Bank of Canada, number 18-35, DOI: 10.34989/swp-2018-35.
• Radoslav Raykov & Consuelo Silva-Buston, 2018, "Multibank Holding Companies and Bank Stability," Staff Working Papers, Bank of Canada, number 18-51, DOI: 10.34989/swp-2018-51.
• Corey Garriott & Jesse Johal, 2018, "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes, Bank of Canada, number 2018-12, May, DOI: 10.34989/san-2018-12.
• Guillaume Ouellet Leblanc & Rohan Arora, 2018, "How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?," Staff Analytical Notes, Bank of Canada, number 2018-14, DOI: 10.34989/san-2018-14.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Maxime Leboeuf & Daniel Hyun, 2018, "Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?," Staff Analytical Notes, Bank of Canada, number 2018-4, DOI: 10.34989/san-2018-4.
• Thibaut Duprey, 2018, "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 2018-6, DOI: 10.34989/san-2018-6.
• Rohan Arora & Nadeem Merali & Guillaume Ouellet Leblanc, 2018, "Did Canadian Corporate Bond Funds Increase their Exposures to Risks?," Staff Analytical Notes, Bank of Canada, number 2018-7, DOI: 10.34989/san-2018-7.
• Xisong Jin, 2018, "How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation," BCL working papers, Central Bank of Luxembourg, number 118, Feb.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Enrique Alberola & Iván Kataryniuk & Ángel Melguizo & René Orozco, 2018, "Fiscal Policy and the Cycle in Latin America: the Role of Financing Conditions and Fiscal Rules," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 101-116, April, DOI: 10.32468/espe.8506.
• Aleksandar Radivojević, 2018, "Virtuelne Valute Razvoj I Regulacija (Virtual Currencies Develompment And Regulation)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 58-71, June.
• Monika Piazzesi & Martin Schneider, 2018, "Payments, credit and asset prices," BIS Working Papers, Bank for International Settlements, number 734, Jul.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Lasse Bork & Stig V. Møller, 2018, "Housing Price Forecastability: A Factor Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 3, pages 582-611, September, DOI: 10.1111/1540-6229.12185.
• Kei-Ichiro Inaba, 2018, "Global Stock Return Comovements: Trends and Determinants," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-7, Apr.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Jungu Yang, 2018, "The Banks' Swansong: Banking and the Financial Markets under Asymmetric Information," Working Papers, Economic Research Institute, Bank of Korea, number 2018-16, Jun.
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• Olufemi A. Aluko & Michael Adebayo Ajayi, 2018, "Determinants of banking sector development: Evidence from Sub-Saharan African countries," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 122-129, June.
• Çaðrý Levent Uslu & Burak Evren, 2018, "Liquidity flows, drawdowns and trading networks in order driven markets: An application to Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 176-190, September.
• Laurence J. Kotlikoff, 2018, "The Big Con – Reassessing the "Great" Recession and its "Fix"," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-311, Nov.
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• Ramaswamy, R., 2018, "A Decade After Lehman: Taking Stock of Quantitative Easing and Regulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1824, Apr.
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• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018, "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 4, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia, "Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures".
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2018, "When Are Stocks Less Volatile in the Long Run?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-07, Jan, revised Feb 2018.
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• Leonidas Zelmanovitz, 2018, "A model for a Representational Theory of Capital," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 141-161.
• Frédéric Vrins, 2018, "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2980, Jan, DOI: https://doi.org/10.3390/risks603006.
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• Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018, "Generalized Recovery," CEPR Discussion Papers, Centre for Economic Policy Research, number 12665, Jan.
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• Reichlin, Pietro & Borri, Nicola, 2018, "Wealth Taxes and Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 13067, Jul.
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• Cukierman, Alex, 2018, "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," CEPR Discussion Papers, Centre for Economic Policy Research, number 13373, Dec.
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• Joan Hortalà & Damià Rey, 2018, "Mercados financieros: El “trilema” competencia-calidad-regulación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 117, pages 99-999, Noviembre.
• Mara Madaleno & Celeste Amorim Varum & Isabel Horta, 2018, "SMEs Performance and Internationalization: A Traditional Industry Approach," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 605-624, November.
• Wahyoe Soedarmono, 2018, "Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 60-70.
• Alejandro Mosiño & Alejandro Tatsuo Moreno-Okuno, 2018, "On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 509-519.
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• Yasuyuki Sawada & Hiroyuki Nakata & Kunio Sekiguchi & Yoko Okuyama, 2018, "Land and Real Estate Price Sensitivity to a Disaster: Evidence from the 2011 Thai Floods," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 89-97.
• Brent J. Davis, 2018, "Does financial well-being affect portfolio construction? Evidence from an online survey," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 362-366.
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• Mansokku Lee & Changkuk Jung & Taeyoung Lee, 2018, "Social order and financial development," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 901-907.
• Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018, "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2037-2046.
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• Ayman Mahmoud Maaitah, 2018, "The Role of Leadership Style on Turnover Intention," International Review of Management and Marketing, Econjournals, volume 8, issue 5, pages 24-29.
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